Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-05-18 0.379670 0.417962 0.460124 0.510304 0.568813 0.635389 0.717619
2025-05-25 0.321160 0.367419 0.421367 0.489798 0.575571 0.681332 0.824577
2025-06-01 0.290857 0.342820 0.406228 0.490949 0.603858 0.753346 0.974035
2025-06-08 0.274659 0.332234 0.405358 0.507788 0.652406 0.857698 1.188922
2025-06-15 0.257360 0.317764 0.396978 0.512333 0.683356 0.941469 1.393524
2025-06-22 0.240559 0.301976 0.384645 0.508982 0.701169 1.007312 1.585610
2025-06-29 0.226387 0.288286 0.373525 0.505460 0.717271 1.072164 1.793964
2025-07-06 0.210487 0.270873 0.355440 0.489186 0.710213 1.095515 1.927748
2025-07-13 0.203421 0.265279 0.353781 0.497692 0.744741 1.199024 2.266727
2025-07-20 0.196700 0.259602 0.351364 0.504444 0.776815 1.304254 2.655016
2025-07-27 0.188284 0.250836 0.343498 0.501275 0.790306 1.374730 2.988064
2025-08-03 0.182293 0.245260 0.340058 0.505045 0.817018 1.478983 3.473648
2025-08-10 0.171847 0.232620 0.325042 0.488123 0.802789 1.491784 3.695160
2025-08-17 0.161653 0.219869 0.309107 0.468293 0.780446 1.481603 3.838367
2025-08-24 0.156521 0.214635 0.304937 0.469086 0.800219 1.578714 4.449354
2025-08-31 0.154679 0.214366 0.308770 0.484697 0.853357 1.776557 5.679196
2025-09-07 0.150822 0.210684 0.306637 0.488875 0.882221 1.918371 6.844931
2025-09-14 0.145950 0.205128 0.300968 0.485710 0.893920 2.014389 7.911523
2025-09-21 0.141394 0.199864 0.295481 0.482402 0.904827 2.112088 9.173710
2025-09-28 0.135178 0.191640 0.284439 0.467177 0.885051 2.105291 9.676157
2025-10-05 0.133054 0.190033 0.284872 0.475129 0.923607 2.309492 12.448934
2025-10-12 0.130785 0.188068 0.284535 0.481439 0.959143 2.519345 16.145821
2025-10-19 0.127274 0.183877 0.279968 0.478476 0.969927 2.640471 19.415701